CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 01-Mar-2022

Day Change Summary
	Previous	Current
	28-Feb-2022	01-Mar-2022	Change	Change %	Previous Week
Open	0.7841	0.7889	0.0049	0.6%	0.7840
High	0.7901	0.7903	0.0003	0.0%	0.7885
Low	0.7807	0.7842	0.0036	0.5%	0.7765
Close	0.7883	0.7848	-0.0035	-0.4%	0.7866
Range	0.0094	0.0061	-0.0033	-35.1%	0.0121
ATR	0.0058	0.0058	0.0000	0.4%	0.0000
Volume	107,079	88,219	-18,860	-17.6%	428,200

Daily Pivots for day following 01-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8047	0.8009	0.7882
R3	0.7986	0.7948	0.7865
R2	0.7925	0.7925	0.7859
R1	0.7887	0.7887	0.7854	0.7876
PP	0.7864	0.7864	0.7864	0.7859
S1	0.7826	0.7826	0.7842	0.7815
S2	0.7803	0.7803	0.7837
S3	0.7742	0.7765	0.7831
S4	0.7681	0.7704	0.7814

Weekly Pivots for week ending 25-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8200	0.8153	0.7932
R3	0.8079	0.8033	0.7899
R2	0.7959	0.7959	0.7888
R1	0.7912	0.7912	0.7877	0.7936
PP	0.7838	0.7838	0.7838	0.7850
S1	0.7792	0.7792	0.7854	0.7815
S2	0.7718	0.7718	0.7843
S3	0.7597	0.7671	0.7832
S4	0.7477	0.7551	0.7799

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7903	0.7765	0.0139	1.8%	0.0076	1.0%	60%	True	False	103,391
10	0.7903	0.7765	0.0139	1.8%	0.0060	0.8%	60%	True	False	89,772
20	0.7913	0.7765	0.0149	1.9%	0.0053	0.7%	56%	False	False	78,333
40	0.8032	0.7765	0.0268	3.4%	0.0057	0.7%	31%	False	False	77,838
60	0.8032	0.7713	0.0319	4.1%	0.0055	0.7%	42%	False	False	70,501
80	0.8077	0.7713	0.0364	4.6%	0.0053	0.7%	37%	False	False	53,107
100	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	32%	False	False	42,513
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	32%	False	False	35,445

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8162
2.618	0.8063
1.618	0.8002
1.000	0.7964
0.618	0.7941
HIGH	0.7903
0.618	0.7880
0.500	0.7873
0.382	0.7865
LOW	0.7842
0.618	0.7804
1.000	0.7781
1.618	0.7743
2.618	0.7682
4.250	0.7583

Fisher Pivots for day following 01-Mar-2022
Pivot	1 day	3 day
R1	0.7873	0.7851
PP	0.7864	0.7850
S1	0.7856	0.7849

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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